+413.7%
JBL vs AJG
+74.4%
+339.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.3% | +5.1% |
| 7D | +2.4% | -8.3% | +10.7% | +3.0% |
| 30D | -13.1% | -5.7% | -7.4% | -12.9% |
| 3M | -15.6% | +9.1% | -24.7% | -17.3% |
| 6M | +24.6% | +15.2% | +9.4% | +20.5% |
| YTD | +39.6% | -6.3% | +45.9% | +41.1% |
| 1Y | +48.6% | -19.1% | +67.7% | +57.0% |
| 3Y | +197.3% | +8.2% | +189.0% | +163.9% |
| All | +413.7% | +74.4% | +339.4% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling